update.sensitivity: Update an SSM object with the term variances and Sobol...

Description Usage Arguments Details Value


This function computes the term variances, Sobol indices, Total indices and Total interaction indices of a given SSM class object.


## S3 method for class 'sensitivity'



An SSM object.


This function has two modes. If the legendre slot in the SSM object is TRUE (i.e. the default P matrix has been used to fit the SSM) then all the sensitivity indices are computed assuming inputs are uniformly distributed over [-1, 1]^d. If legendre is FALSE (i.e. a user-defined P has been supplied) then the polynomials defined by P are orthonormal with respect to some probability measure and the sensitivity indices are computed assuming that measure defines the distribution of the inputs.

The returned SSM object has term variances held in the variances slot, ordered to match the exponent vectors in the basis slot. The Sobol indices are placed in main_sobol and the Total indices in total_sobol. The Total interaction indices are placed in the total_int slot with identifying labels stored in total_int_factors. If there are less than eleven variables then interaction indices are computed for all order interactions and stored in int_sobol with identifying labels in int_factors.


An SSM object.

SSM documentation built on May 1, 2019, 10:09 p.m.